Saturday, March 31, 2012

carry trade

http://www.dailyfx.com/forex/education/learn_forex/using_dailyfx/fundamentals/2010-01-19-2142-Understanding_Foreign_Exchange_Rollover.html

correlations

http://www.dailyfx.com/forex/technical/article/forex_correlations/2012/03/27/forex_correlations_australian_dollar_us_dollar.html

Forex Correlations Summary

View forex correlations to the SPDR Gold ETF Trust (GLD), United States Oil Fund ETF (USO), SPDR Dow Jones Industrial Average ETF Trust (DIA), UK FTSE 100 Index, and IShares Silver Trust ETF (SLV) prices.

GLD

EURUSD

GBPUSD

USDJPY

AUDUSD

USDCAD

NZDUSD

USDOLLAR

1 Week

0.92

0.94

0.30

0.97

-0.92

0.92

-0.91

1 Month

0.60

0.27

-0.18

0.50

-0.22

0.48

-0.59

3 Month

0.44

0.27

-0.21

0.47

-0.23

0.43

-0.52

1 Year

0.18

0.19

-0.13

0.25

-0.19

0.24

-0.27









USO

EURUSD

GBPUSD

USDJPY

AUDUSD

USDCAD

NZDUSD

USDOLLAR

1 Week

0.55

0.65

-0.01

0.89

-0.65

0.91

-0.82

1 Month

0.39

0.61

0.14

0.61

-0.58

0.60

-0.48

3 Month

0.40

0.41

0.15

0.46

-0.49

0.48

-0.40

1 Year

0.50

0.39

0.03

0.64

-0.60

0.56

-0.53









DIA

EURUSD

GBPUSD

USDJPY

AUDUSD

USDCAD

NZDUSD

USDOLLAR

1 Week

0.87

0.95

0.57

0.85

-0.96

0.81

-0.71

1 Month

0.30

0.50

0.48

0.59

-0.64

0.54

-0.31

3 Month

0.42

0.47

0.27

0.61

-0.66

0.49

-0.44

1 Year

0.64

0.55

-0.06

0.80

-0.82

0.75

-0.69









FTSE100

EURUSD

GBPUSD

USDJPY

AUDUSD

USDCAD

NZDUSD

USDOLLAR

1 Week

0.77

0.91

0.30

0.92

-0.93

0.86

-0.83

1 Month

0.44

0.57

0.37

0.70

-0.71

0.65

-0.46

3 Month

0.40

0.39

0.11

0.62

-0.64

0.60

-0.45

1 Year

0.46

0.38

-0.01

0.70

-0.66

0.65

-0.57









SLV

EURUSD

GBPUSD

USDJPY

AUDUSD

USDCAD

NZDUSD

USDOLLAR

1 Week

0.81

0.90

0.30

0.98

-0.89

0.98

-0.88

1 Month

0.59

0.42

-0.12

0.67

-0.50

0.63

-0.65

3 Month

0.55

0.45

-0.17

0.63

-0.49

0.56

-0.64

1 Year

0.33

0.30

-0.08

0.41

-0.37

0.37

-0.40









Perfect Positive Correlation:

1.00




Perfect Negative Correlation:

-1.00

Saturday, March 10, 2012